SELECTION MOMENTS AND GENERALIZED METHOD OF MOMENTS FOR HETEROSKEDASTIC MODELS

SELECTION MOMENTS AND GENERALIZED METHOD OF MOMENTS FOR HETEROSKEDASTIC MODELS

In this paper, the authors describe the selection methods for moments and the application of the generalized moments method for the heteroskedastic models. The utility of GMM estimators is found in the study of the financial market models. The selection criteria for moments are applied for the ef...

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Bibliographic Details
Main Authors:	Constantin ANGHELACHE, Alexandru MANOLE, Mădălina-Gabriela ANGHEL
Format:	Article
Language:	English
Published:	Academy of the Economic Studies of Moldova 2016-06-01
Series:	Economica
Subjects:	moments estimators approximation restriction dependence
Online Access:	http://irek.ase.md/xmlui/bitstream/handle/123456789/159/ec_2016_2_Anghelache_Manole_Anghel_Selectia.pdf?sequence=1&isAllowed=y

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